Reports

Nasdaq Daily Share Volume

Overview

Daily Share Volume is a historical data product that summarizes the aggregated share volume in the Nasdaq Market Center at the market participant and issue level for all Nasdaq-, and non-Nasdaq-listed securities. The data is available on a T+1 and on a monthly basis. Daily Share Volume does not include ECNs.

Benefits & Features

Daily Share Volume is designed to provide insight and transparency into comprehensive share volume information for U.S. equities by:

Providing "gold-source" data obtained from trades executed on the Nasdaq Market Center. The data includes hidden, reserve and anonymous trades and odd lots.

Monitoring which broker/dealers have the most volume in a specific issue. See where select sell-side firms rank and make educated routing and trading decisions.

Highlighting Nasdaq liquidity in the full range of U.S. equity securities including both Nasdaq- and non-Nasdaq listed issues.

Offering an unbiased source and credibility for firm’s promotional activities. This represents a valuable resource to the media to increase opportunities for exposure and demonstrates trading prominence to customers and competitors.

Data Description

For Nasdaq- and non-Nasdaq listed issues, Daily Share Volume carries the following data elements on a T+1 and a monthly basis:

Issue Symbol

Issue Name

Market Participant ID

Market Participant Name

Volume

Note: In Monthly files, all firms appear unless they specifically opt-out. In Daily files, only those firms that specifically opt-in are included in the file. View the list of daily report participating firms.

Data Delivery

Daily Share Volume files for the rolling calendar month are available for download via a secured FTP interface, secured web service or secured website interface.